+732.7%
CLS vs CSX
+68.4%
+664.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.7% |
| 7D | -22.2% | -5.5% | -16.6% | -20.5% |
| 30D | -44.4% | +4.9% | -49.3% | -45.7% |
| 3M | -34.3% | -2.9% | -31.4% | -33.7% |
| 6M | -50.1% | +8.3% | -58.4% | -52.7% |
| YTD | -30.1% | +36.7% | -66.8% | -41.4% |
| 1Y | -39.3% | +41.5% | -80.8% | -50.0% |
| 3Y | +732.7% | +68.6% | +664.1% | +495.6% |
| All | +732.7% | +68.4% | +664.3% | +495.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling